SKYE.DE vs. FTGT.DE
Compare and contrast key facts about First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) and First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE).
SKYE.DE and FTGT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SKYE.DE is a passively managed fund by First Trust that tracks the performance of the ISE Cloud Computing. It was launched on Dec 27, 2018. FTGT.DE is a passively managed fund by First Trust that tracks the performance of the Alerian Disruptive Technology Real Estate. It was launched on Mar 31, 2022. Both SKYE.DE and FTGT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SKYE.DE vs. FTGT.DE - Performance Comparison
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SKYE.DE vs. FTGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SKYE.DE First Trust Cloud Computing UCITS ETF Acc | -13.77% | -3.03% | 43.91% | 50.20% | -32.52% |
FTGT.DE First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc | 2.24% | -4.41% | -6.32% | 9.64% | -24.17% |
Returns By Period
In the year-to-date period, SKYE.DE achieves a -13.77% return, which is significantly lower than FTGT.DE's 2.24% return.
SKYE.DE
- 1D
- 1.06%
- 1M
- 4.21%
- YTD
- -13.77%
- 6M
- -16.26%
- 1Y
- 0.32%
- 3Y*
- 16.85%
- 5Y*
- 3.14%
- 10Y*
- —
FTGT.DE
- 1D
- 1.34%
- 1M
- -4.13%
- YTD
- 2.24%
- 6M
- 3.67%
- 1Y
- -3.38%
- 3Y*
- -0.06%
- 5Y*
- —
- 10Y*
- —
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SKYE.DE vs. FTGT.DE - Expense Ratio Comparison
Both SKYE.DE and FTGT.DE have an expense ratio of 0.60%.
Return for Risk
SKYE.DE vs. FTGT.DE — Risk / Return Rank
SKYE.DE
FTGT.DE
SKYE.DE vs. FTGT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) and First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SKYE.DE | FTGT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | -0.22 | +0.23 |
Sortino ratioReturn per unit of downside risk | 0.21 | -0.19 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.03 | 0.97 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.01 | -0.13 | +0.14 |
Martin ratioReturn relative to average drawdown | 0.03 | -0.33 | +0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SKYE.DE | FTGT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -0.22 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | -0.40 | +0.63 |
Correlation
The correlation between SKYE.DE and FTGT.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SKYE.DE vs. FTGT.DE - Dividend Comparison
Neither SKYE.DE nor FTGT.DE has paid dividends to shareholders.
Drawdowns
SKYE.DE vs. FTGT.DE - Drawdown Comparison
The maximum SKYE.DE drawdown since its inception was -49.90%, which is greater than FTGT.DE's maximum drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for SKYE.DE and FTGT.DE.
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Drawdown Indicators
| SKYE.DE | FTGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.90% | -33.54% | -16.36% |
Max Drawdown (1Y)Largest decline over 1 year | -27.12% | -12.02% | -15.10% |
Max Drawdown (5Y)Largest decline over 5 years | -49.90% | — | — |
Current DrawdownCurrent decline from peak | -23.94% | -25.35% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -20.11% | -22.42% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.13% | 3.60% | +7.53% |
Volatility
SKYE.DE vs. FTGT.DE - Volatility Comparison
First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) has a higher volatility of 5.79% compared to First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) at 4.28%. This indicates that SKYE.DE's price experiences larger fluctuations and is considered to be riskier than FTGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKYE.DE | FTGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 4.28% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.82% | 8.34% | +11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.37% | 15.39% | +13.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.16% | 16.62% | +11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.88% | 16.62% | +11.26% |